-44.8%
TORO vs SPY
+97.9%
-142.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -2.6% | +2.6% | -5.2% | -4.4% |
| 30D | -7.0% | -2.0% | -5.0% | -5.6% |
| 3M | -32.3% | -2.8% | -29.5% | -31.0% |
| 6M | -26.7% | +2.1% | -28.9% | -28.4% |
| YTD | +20.3% | +11.5% | +8.8% | +9.3% |
| 1Y | +63.7% | +13.5% | +50.2% | +47.0% |
| 3Y | +69.4% | +77.7% | -8.3% | +1.3% |
| All | -44.8% | +97.9% | -142.6% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling